+171.2%
GGLL vs SARO
-21.9%
+193.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.0% | -3.5% | -4.0% |
| 7D | -3.9% | +0.6% | -4.5% | -4.2% |
| 30D | -15.4% | -14.5% | -0.8% | -8.6% |
| 3M | -21.9% | -5.3% | -16.6% | -20.1% |
| 6M | +4.5% | -15.3% | +19.8% | +12.3% |
| YTD | -2.4% | -15.6% | +13.1% | +4.2% |
| 1Y | +57.8% | -9.1% | +66.9% | +61.3% |
| All | +171.2% | -21.9% | +193.1% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SARO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling